poisson_hmm_compute_regime_specific_poisson_means.py

    def compute_regime_specific_poisson_means(self):
        self.mu_matrix = []
        for j in range(self.k_regimes):
            #Fetch the regression coefficients vector corresponding to the jth regime
            beta_j = self.beta_matrix[j]
            #Compute the Poisson mean mu as a dot product of X and Beta
            mu_j = np.exp(self.exog.dot(beta_j))
            if len(self.mu_matrix) == 0:
                self.mu_matrix = mu_j
            else:
                self.mu_matrix = np.vstack((self.mu_matrix,mu_j))
        self.mu_matrix = self.mu_matrix.transpose()